Sabri Boubaker, Zhenya Liu, Yaosong Zhan. Risk management for crude oil futures: an optimal stopping-timing approach. Annals OR, 313(1):9-27, 2022. [doi]
@article{BoubakerLZ22,
title = {Risk management for crude oil futures: an optimal stopping-timing approach},
author = {Sabri Boubaker and Zhenya Liu and Yaosong Zhan},
year = {2022},
doi = {10.1007/s10479-021-04092-2},
url = {https://doi.org/10.1007/s10479-021-04092-2},
researchr = {https://researchr.org/publication/BoubakerLZ22},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {313},
number = {1},
pages = {9-27},
}